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BNP Paribas Call 45 TSN 20.12.202.../  DE000PN5BCN1  /

Frankfurt Zert./BNP
2024-07-05  9:50:21 PM Chg.-0.050 Bid9:59:08 PM Ask9:59:08 PM Underlying Strike price Expiration date Option type
1.140EUR -4.20% 1.130
Bid Size: 25,200		 1.140
Ask Size: 25,200		 Tyson Foods 45.00 - 2024-12-20 Call
 

Master data

WKN: PN5BCN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-12-20
Issue date: 2023-06-27
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.53
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.67
Implied volatility: 0.55
Historic volatility: 0.20
Parity: 0.67
Time value: 0.47
Break-even: 56.40
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.73
Theta: -0.02
Omega: 3.29
Rho: 0.12
 

Quote data

Open: 1.190
High: 1.190
Low: 1.110
Previous Close: 1.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.32%
1 Month
  -3.39%
3 Months
  -21.38%
YTD  
+6.54%
1 Year  
+2.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 1.140
1M High / 1M Low: 1.310 0.970
6M High / 6M Low: 1.670 0.900
High (YTD): 2024-05-03 1.670
Low (YTD): 2024-02-13 0.900
52W High: 2024-05-03 1.670
52W Low: 2023-11-13 0.610
Avg. price 1W:   1.202
Avg. volume 1W:   0.000
Avg. price 1M:   1.154
Avg. volume 1M:   0.000
Avg. price 6M:   1.254
Avg. volume 6M:   0.000
Avg. price 1Y:   1.120
Avg. volume 1Y:   0.000
Volatility 1M:   90.06%
Volatility 6M:   74.37%
Volatility 1Y:   79.12%
Volatility 3Y:   -